EG Options Chain Analysis

As of previous close (2026-11-06) · OPRA historical data

Spot $411.11 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.33

1k P / 3k C

Put/Call (Volume)

0.57

4 P / 7 C that session

30d ATM IV

23%

annualized implied move

Call wall

$450

1k contracts

Put wall

$320

512 contracts

Tail hedging

5.6×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.33 puts per call outstanding.
●Call wall at $450 (1k contracts), 9% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $320 (512 contracts), 22% below spot — the hedge floor; often acts as support.
●Deep-OTM put open interest is 5.6× deep-OTM call OI — an institutional hedging ladder sits under this stock.
●30-day ATM implied volatility is 23% — calm pricing; option premium is cheap.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-12-18. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-11-20	318	342	1.08	2
2026-12-18	14	30	2.14	5
2027-01-15	3k	123	0.04	3
2027-04-16	54	34	0.63	1
2027-05-21	24	521	21.71	0

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.